Anic Equity¶

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Total return since start: 0.699 %¶

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Equity now: -----------------------------> 51912.9 Kr¶

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'New Equity High!!!'
'Max Equity: -----------------------------------------> 51912.9 Kr'
'#-------------------------------#'

Max Equity ever reached: ------------> 51912.9 Kr¶

Portfolio value: --------------------------> 48706.48 Kr¶

PnL: ---------------------------------------> -373.69 Kr¶

DD now: ---------------------------------> 0.0 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 16:13:16.415866'

Anic Portfolio¶

This Week¶

Return: 9.142 %¶

Total¶

Return: 69.816 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3396.600000 218.000000 6.860000 3178.600002
HMS Networks 2 1.130000 788.800000 115.800000 17.210000 673.000000
HEBA B 70 -2.740000 2733.500000 97.500000 3.700000 2636.000010
Nordea Bank Abp 29 0.830000 3543.800000 89.800000 2.600000 3453.999992
SAAB B 8 0.140000 3424.800000 47.800000 1.420000 3377.000000
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
AcadeMedia 12 1.990000 590.880000 33.880000 6.080000 557.000004
Resurs Holding 22 -0.400000 607.640000 33.640000 5.860000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -5.660000 385.300000 30.300000 8.540000 355.000000
Swedbank A 3 0.690000 593.400000 29.400000 5.210000 564.000000
OEM International B 7 0.380000 549.500000 21.500000 4.070000 527.999997
Intrum 4 -0.620000 544.600000 17.600000 3.340000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
Securitas B 6 -1.240000 580.680000 10.680000 1.870000 570.000000
Corem Property Group B 59 -4.420000 586.460000 9.460000 1.640000 576.999999
Midsona B 63 4.000000 590.310000 7.310000 1.250000 582.999984
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.360000 248.400000 2.400000 0.980000 246.000000
Coor Service Management Hold. 8 -1.780000 531.200000 -0.800000 -0.150000 532.000000
Handelsbanken A 5 0.690000 544.000000 -2.000000 -0.370000 546.000000
Boozt 12 -1.440000 1646.400000 -7.600000 -0.460000 1653.999996
Fasadgruppen Group 38 3.040000 4126.800000 -13.000000 -0.310000 4139.799990
Sampo Oyj SDB 7 1.390000 3832.500000 -17.500000 -0.450000 3850.000000
CTEK 13 0.180000 510.510000 -23.490000 -4.400000 533.999999
Beijer Electronics Group 27 5.790000 3056.400000 -26.400000 -0.860000 3082.800006
Essity B 2 2.470000 547.600000 -26.400000 -4.600000 574.000000
International Petroleum Corp. 5 -1.220000 567.000000 -27.570000 -4.640000 594.565215
Essity A 4 2.610000 1102.000000 -47.000000 -4.090000 1149.000000
Vivesto 1368 0.790000 558.420000 -54.580000 -8.900000 612.999432
OX2 22 1.120000 1786.400000 -201.800000 -10.150000 1988.199994
Axfood 15 1.910000 4077.000000 -221.800000 -5.160000 4298.800005
Ovzon 64 -0.930000 3392.000000 -602.400000 -15.080000 3994.400000
TOTAL 48665.800000 -414.370000 0.0% 49080.164634

Updated:¶

'2023-01-30 16:12:04.662588'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶